RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable HP_REVGAPSQ
Quarterly Data From 1966:01 To 2006:04
Usable Observations    164      Degrees of Freedom   162
Centered R**2     0.016608      R Bar **2   0.010538
Uncentered R**2   0.514169      T x R**2      84.324
Mean of Dependent Variable      1.1398972176
Std Error of Dependent Variable 1.1298300457
Standard Error of Estimate      1.1238612050
Sum of Squared Residuals        204.61636932
Log Likelihood                    -250.85009
Durbin-Watson Statistic             0.437264

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  1.216880087  0.187834983      6.47845  0.00000000
2.  DUM98Q1                  -0.350699738  0.330683447     -1.06053  0.28890352

Difference in means =       -0.35070

Statistics on Series T_OVN_RMSE
Quarterly Data From 1947:01 To 3196:04
Observations              5000
Sample Mean          -0.013929      Variance            1.663675
Standard Error        1.289835      of Sample Mean      0.018241
t-Statistic (Mean=0) -0.763631      Signif Level        0.445123
Skewness             -0.268704      Signif Level (Sk=0) 0.000000
Kurtosis (excess)     0.423053      Signif Level (Ku=0) 0.000000
Jarque-Bera          97.454335      Signif Level (JB=0) 0.000000

Minimum              -5.381552      Maximum             5.150423
01-%ile              -3.365349      99-%ile             2.851874
05-%ile              -2.242966      95-%ile             2.001259
10-%ile              -1.680347      90-%ile             1.556326
25-%ile              -0.789348      75-%ile             0.852033
Median                0.048008

